Read about this guy in "The 4-Hour Workweek". He financed his Olympic gold metal run by starting some IT companies.

However, Wikipedia is not too gung ho about his actual businesses:

Quoted: The brothers originally got involved in IT business to help fund their skiing careers. A number of computer security companies have advisories about the companies, indicating that they distribute browser-hijackers and spyware.[1][2] Begg-Smith has been reluctant to talk to the media about them following his gold medal win, stating that their business was technology and it was up to ad customers to decide what type of ads they wished to run.